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A high order compact finite difference scheme for time fractional Fokker-Planck equations
Vong S.; Wang Z.
2015
Source PublicationApplied Mathematics Letters
ISSN18735452 08939659
Volume43Pages:38-43
Abstract

In this paper, a high order compact (HOC) scheme for time fractional Fokker-Planck equations with variable convection is constructed. The scheme is studied using its matrix form by the energy method. We find that the difficulty arising from the variable coefficient can be overcome by simple modifications of the coefficient matrices. The scheme is shown to be stable and convergent with order τ2+ which is higher than some recently studied schemes. Numerical examples are given to justify the theoretical analysis.

KeywordConvergence Energy Method Fokker-planck Equation Fractional High Order Compact Difference Scheme Stability
DOIhttp://doi.org/10.1016/j.aml.2014.11.007
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000350085500007
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Cited Times [WOS]:28   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorVong S.; Wang Z.
AffiliationUniversidade de Macau
Recommended Citation
GB/T 7714
Vong S.,Wang Z.. A high order compact finite difference scheme for time fractional Fokker-Planck equations[J]. Applied Mathematics Letters,2015,43:38-43.
APA Vong S.,&Wang Z..(2015).A high order compact finite difference scheme for time fractional Fokker-Planck equations.Applied Mathematics Letters,43,38-43.
MLA Vong S.,et al."A high order compact finite difference scheme for time fractional Fokker-Planck equations".Applied Mathematics Letters 43(2015):38-43.
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